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~subject:"ARCH-Modell"
~subject:"Share price"
~subject:"Stochastischer Prozess"
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Finance research letters
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80
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Long memory and the relation between options and stock prices
Huang, Teng-Ching
;
Tu, Yu-Chen
;
Chou, Heng-chih
- In:
Finance research letters
12
(
2015
),
pp. 77-91
Persistent link: https://www.econbiz.de/10011552258
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2
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
3
On long memory effects in the volatility measure of Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer
;
Peiris, Shelton
- In:
Finance research letters
28
(
2019
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012388019
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4
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
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5
Dynamic correlation of precious metals and flight-to-quality in developed markets
Klein, Tony
- In:
Finance research letters
23
(
2017
),
pp. 283-290
Persistent link: https://www.econbiz.de/10011808418
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6
Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta
;
Pattanayak, Jamini Kanta
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430661
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7
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
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8
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
9
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
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